In microtype package (v.2.5 beta 06) and footnote protrusion, custom protrusion for footnote numbers is enabled. However, as soon as I edit the footnote characters to the ones generated by \fnsymbol and alter the corresponding character to be protruded, it stops working. Here's an MWE for the footnote with numbers:

\documentclass{article}
\usepackage[T1]{fontenc}
\usepackage{lmodern}
\usepackage{geometry}
\geometry{a5paper,showframe}
\usepackage[protrusion=true,factor=2000]{microtype}
\SetProtrusion[context=footnote]{encoding=T1}{1={,650}}
\makeatletter
\newcommand*\new@makefnmark{\hbox{\@textsuperscript{\normalfont
\microtypecontext{protrusion=footnote}\@thefnmark}}}
\renewcommand*\@footnotemark{%
\leavevmode \ifhmode\edef\@x@sf{\the\spacefactor}\nobreak\fi
\new@makefnmark \ifhmode\spacefactor\@x@sf\fi \relax}
\makeatother
\begin{document}
Here's some text to show the behaviour of footnote marker at%
%
\footnote{A footnote}
%
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
\end{document}

Here's an MWE for the footnote with the symbols defined by \fnsymbol:

\documentclass{article}
\usepackage[T1]{fontenc}
\usepackage{lmodern}
\usepackage{geometry}
\geometry{a5paper,showframe}
\usepackage[protrusion=true,factor=2000]{microtype}
\SetProtrusion[context=footnote]{encoding=T1}{*={,650}}
%\SetProtrusion[context=footnote]{encoding=T1}{\ast={,650}}
%\SetProtrusion[context=footnote]{encoding=T1}{\textasteriskcentered={,650}}
% None of the above work
\makeatletter
\newcommand*\new@makefnmark{\hbox{\@textsuperscript{\normalfont
\microtypecontext{protrusion=footnote}\@thefnmark}}}
\renewcommand*\@footnotemark{%
\leavevmode \ifhmode\edef\@x@sf{\the\spacefactor}\nobreak\fi
\new@makefnmark \ifhmode\spacefactor\@x@sf\fi \relax}
\makeatother
\renewcommand{\thefootnote}{\fnsymbol{footnote}}
\begin{document}
Here's some text to show the behaviour of footnote marker at%
%
\footnote{A footnote}
%
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
\end{document}

However, given the definition of \@fnsymbol I know for a fact that the symbol for the first footnote is *:

We just use the default protrusion settings for T1-encoded Latin Modern Roman, and OT1-encoded Computer Modern, scaled a little down. Change to your liking.

Complete MWE:

\documentclass[10pt]{article}
\usepackage[T1]{fontenc}
\usepackage{lmodern}
\usepackage{etoolbox}
\usepackage{geometry}
\geometry{a5paper,showframe}
\usepackage[colorlinks]{hyperref}
\usepackage[protrusion=alltext,factor=2000]{microtype}
\DeclareMicrotypeSet{alltextAndFootnotes}{%
encoding = {OT1,T1,T2A,LY1,OT4,QX,T5,TS1,EU1,EU2}, %% alltext
font = {OMS/lmsy/m/n/scriptsize},
}
\microtypesetup{protrusion=alltextAndFootnotes}
\SetProtrusion[context=footnote]{encoding=OMS, family=lmsy,series=m, shape=n, size=scriptsize}{%
"03={,650},%% *
"78={,650},%% \mathsection
"79={,650},%% \dagger
"7A={,650},%% \ddagger
"7B={,650},%% \mathparagraph
"6B={,650},%% \|
}
\SetProtrusion[context=footnote,load=lmr-T1,factor = 700]
{encoding=T1, family=lmr, series=m, shape=n, size=scriptsize}
{ }
\SetProtrusion[context=footnote,load=cmr-OT1,factor = 700]
{encoding=OT1, family=lmr, series=m, shape=n}
{ }
\makeatletter
\newcommand*\new@makefnmark{\hbox{\@textsuperscript{\normalfont
\microtypecontext{protrusion=footnote}\@thefnmark}}}
\patchcmd{\@footnotemark}
{\@makefnmark}
{\new@makefnmark}{}{}
\makeatother
\renewcommand{\thefootnote}{\fnsymbol{footnote}}
%% --------------------------------------------------------------
%% --------------------------------------------------------------
\begin{document}
Here's some text to show the behaviour of footnote marker at%
\footnote{A footnote}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{B}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{C}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{D}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{E}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{F}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{G}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{H}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
Here's some text to show the behaviour of footnote marker at%
\footnote{I}
the end of a line, which disappears when the code for setting microtypecontext is used in fnmark redefinition.
\end{document}

Thank you. I'd like to point out that using encoding=T1 works also. Just out of curiosity, how do I find out the mathcode for a given character and how would I enable protrusion for that code.
–
cdacostaApr 18 '13 at 13:59

@cdacosta A very helpful resource for me for all TeX stuff is TeX by topic. You can get a free pdf, and it has character tables, too. You can also look into the configuration files of microtype, e.g., mt-cmr.cfg.
–
mafpApr 18 '13 at 14:24

Thanks a lot, I'll look into it. I've been reading the TeX Book, but I'm inexperienced dealing with microtype. I've uncovered another problem still: using hyperref with colored links destroys the protrusion, probably because of some redefinition of the fnsymbol. I'll see if I can fix it myself.
–
cdacostaApr 18 '13 at 14:33

1

Great answer, I would only suggest not to scale down the protrusion settings for T1 and OT1, since the settings are size-specific anyway; also, loading the complete settings isn't necessary either, as they will never be used in the footnote context.
–
RobertApr 20 '13 at 19:05